I mean we really don't know what they are, right? We just know they can be positive or negative, north or south, but we really don't know why they exist. Will string theory give a definite answer to this? And also gravity. Will it confirm Einsteins theories?

1) We do know what electric and magnetic fields are.
2) Einstein's theories have already been confirmed, but so has quantum field theory/mechanics. This creates problems that string theory fixes.
3) Never ask why in physics only ask how. Why is way too hard/impossible to answer and quite frankly useless.

By point one I thus mean we know how electric and magnetic fields exist thus we know what they are.

3) Never ask why in physics only ask how. Why is way too hard/impossible to answer and quite frankly useless.

That is a great point that I wish was emphasized more in basic science classes. In most sciences any question of 'why...' is answered by appealing to a more 'basic' or 'fundamental' science. This poses a problem when you get to physics which deals with the most basic phenomenon we have observed. There is no more fundamental science to appeal too.

Why society? Because of biology. Why biology? Because of chemistry. Why chemistry? Because of physics. Why physics? Irrelevant. We observe phenomenon and define the players of the phenomenon by their attributes. The electric field is that which has a particular set of characteristics we have observed and chosen to define as the electric field.

1) We do know what electric and magnetic fields are.
2) Einstein's theories have already been confirmed, but so has quantum field theory/mechanics. This creates problems that string theory fixes.
3) Never ask why in physics only ask how. Why is way too hard/impossible to answer and quite frankly useless.

By point one I thus mean we know how electric and magnetic fields exist thus we know what they are.

But Einstein's theories were exactly what i am asking, just on a different subject. He didn't just settle for knowing gravity exists, he asked WHY gravity exists, which turned out to be the warps and curves of space-time. So why not ask WHY the electromagnetic fields exists? isn't that the point of science?

Not really. Science is more about creating quantitative and qualitative predictions and descriptions of our observations. Einstein developed the theory of general relativity to reconcile special relativity and gravity. He was inspired by the early work done to reconcile the electric and magnetic fields. "Why" did not come into play, its not a relevant question in science.

He didn't just settle for knowing gravity exists, he asked WHY gravity exists, which turned out to be the warps and curves of space-time.

And why is that? The string of "why" questions is inherently infinite. Sometimes it can be kind of useful to look at it from that perspective, purely for insights, but generally speaking, we don't know why, and we aren't going to. So we shouldn't be trying to answer these questions.

And if we get right down to it, we don't know that's why gravity works. Curvature of space-time is just one representation of mathematics which agrees with experiment. Since the space-time cannot be embedded, asking if it's really a curvature or some other effect that merely happens to look like curvature is silly. We wouldn't be able to tell the difference.

So anyways, electromagnetism is explained adequately by the standard model, where electromagnetic field is a gauge field corresponding to the U(1) local symmetry of the Lagrangian governing particle fields. There isn't anything near as simple to visualize as "curving of space-time" that corresponds to it, but it effectively answers the question in the same kind of way.

I'm not entirely sure what questions string theory is meant to answer, because I'm not aware of any prediction it makes that are distinct from standard model and are experimentally verified. Until it does, it's nothing more than mathematical curiosity. Not that it's a reason not to pursue it. Most theories start out as curiosities.